+77.4%
LNG vs NTAP
+165.5%
-88.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.5% | -8.4% | -0.5% |
| 7D | -4.7% | +7.4% | -12.1% | -5.3% |
| 30D | +3.8% | -1.4% | +5.2% | +3.9% |
| 3M | +16.2% | +24.6% | -8.4% | +13.9% |
| 6M | +11.7% | +105.9% | -94.2% | +2.6% |
| YTD | +44.2% | +88.5% | -44.3% | +33.8% |
| 1Y | +18.6% | +62.1% | -43.5% | +12.2% |
| 3Y | +77.4% | +169.1% | -91.6% | +56.4% |
| All | +77.4% | +165.5% | -88.1% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling